CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7673 |
0.0005 |
0.1% |
0.7813 |
| High |
0.7713 |
0.7704 |
-0.0009 |
-0.1% |
0.7838 |
| Low |
0.7664 |
0.7664 |
0.0000 |
0.0% |
0.7690 |
| Close |
0.7669 |
0.7664 |
-0.0005 |
-0.1% |
0.7690 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0148 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.5% |
0.0000 |
| Volume |
51 |
3 |
-48 |
-94.1% |
39 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7771 |
0.7686 |
|
| R3 |
0.7757 |
0.7731 |
0.7675 |
|
| R2 |
0.7717 |
0.7717 |
0.7671 |
|
| R1 |
0.7691 |
0.7691 |
0.7668 |
0.7684 |
| PP |
0.7677 |
0.7677 |
0.7677 |
0.7674 |
| S1 |
0.7651 |
0.7651 |
0.7660 |
0.7644 |
| S2 |
0.7637 |
0.7637 |
0.7657 |
|
| S3 |
0.7597 |
0.7611 |
0.7653 |
|
| S4 |
0.7557 |
0.7571 |
0.7642 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8085 |
0.7771 |
|
| R3 |
0.8035 |
0.7937 |
0.7731 |
|
| R2 |
0.7887 |
0.7887 |
0.7717 |
|
| R1 |
0.7789 |
0.7789 |
0.7704 |
0.7764 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7727 |
| S1 |
0.7641 |
0.7641 |
0.7676 |
0.7616 |
| S2 |
0.7591 |
0.7591 |
0.7663 |
|
| S3 |
0.7443 |
0.7493 |
0.7649 |
|
| S4 |
0.7295 |
0.7345 |
0.7609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7874 |
|
2.618 |
0.7809 |
|
1.618 |
0.7769 |
|
1.000 |
0.7744 |
|
0.618 |
0.7729 |
|
HIGH |
0.7704 |
|
0.618 |
0.7689 |
|
0.500 |
0.7684 |
|
0.382 |
0.7679 |
|
LOW |
0.7664 |
|
0.618 |
0.7639 |
|
1.000 |
0.7624 |
|
1.618 |
0.7599 |
|
2.618 |
0.7559 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7684 |
0.7694 |
| PP |
0.7677 |
0.7684 |
| S1 |
0.7671 |
0.7674 |
|